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  Probability Measures on Product Spaces with Uniform Metrics

Hellwig, M. (2017). Probability Measures on Product Spaces with Uniform Metrics.

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Item Permalink: http://hdl.handle.net/11858/00-001M-0000-002D-2FA8-2 Version Permalink: http://hdl.handle.net/11858/00-001M-0000-002D-2FA9-F
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 Creators:
Hellwig, Martin1, Author              
Affiliations:
1Max Planck Institute for Research on Collective Goods, Max Planck Society, ou_2173688              

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Free keywords: Borel measures, product spaces with uniform metrics, completions of product σ-algebras, universal type space, separability of supports, metrizability of weak convergence
 JEL: C02 - Mathematical Methods
 JEL: C72 - Noncooperative Games
 Abstract: For a countable product of complete separable metric spaces with a topology induced by a uniform metric, the set of Borel probability measures coincides with the set of completions of probability measures on the product σ-algebra. Whereas the product space with the uniform metric is non-separable, the support of any Bofrel measure is separable, and the topology of weak convergence on the space of Borel measures is metrizable by both the Prohorov metric and the bounded Lipschitz metric.

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 Dates: 2017
 Publication Status: Published online
 Pages: -
 Publishing info: Bonn : Max Planck Institute for Research on Collective Goods
 Table of Contents: -
 Rev. Type: -
 Identifiers: Other: 2017/06
 Degree: -

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